A uniform result for the dimension of fractional Brownian motion level sets
Lara Daw
所有作者
Lara Daw
文献摘要
Let B={Bt:t≥0} be a real-valued fractional Brownian
motion of index H∈(0,1). We prove that the macroscopic Hausdorff
dimension of the level sets $Lx = \left{ t \in R+ , : ,
B_t=x \right}is,withprobabilityone,equalto1-Hforallx\inR$.